CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3389 |
1.3330 |
-0.0059 |
-0.4% |
1.3530 |
| High |
1.3390 |
1.3355 |
-0.0035 |
-0.3% |
1.3599 |
| Low |
1.3355 |
1.3313 |
-0.0042 |
-0.3% |
1.3390 |
| Close |
1.3360 |
1.3350 |
-0.0010 |
-0.1% |
1.3406 |
| Range |
0.0035 |
0.0042 |
0.0007 |
20.0% |
0.0209 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
38,067 |
50,329 |
12,262 |
32.2% |
43,355 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3465 |
1.3450 |
1.3373 |
|
| R3 |
1.3423 |
1.3408 |
1.3362 |
|
| R2 |
1.3381 |
1.3381 |
1.3358 |
|
| R1 |
1.3366 |
1.3366 |
1.3354 |
1.3374 |
| PP |
1.3339 |
1.3339 |
1.3339 |
1.3343 |
| S1 |
1.3324 |
1.3324 |
1.3346 |
1.3332 |
| S2 |
1.3297 |
1.3297 |
1.3342 |
|
| S3 |
1.3255 |
1.3282 |
1.3338 |
|
| S4 |
1.3213 |
1.3240 |
1.3327 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4092 |
1.3958 |
1.3521 |
|
| R3 |
1.3883 |
1.3749 |
1.3463 |
|
| R2 |
1.3674 |
1.3674 |
1.3444 |
|
| R1 |
1.3540 |
1.3540 |
1.3425 |
1.3503 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3446 |
| S1 |
1.3331 |
1.3331 |
1.3387 |
1.3294 |
| S2 |
1.3256 |
1.3256 |
1.3368 |
|
| S3 |
1.3047 |
1.3122 |
1.3349 |
|
| S4 |
1.2838 |
1.2913 |
1.3291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3518 |
1.3313 |
0.0205 |
1.5% |
0.0034 |
0.3% |
18% |
False |
True |
31,473 |
| 10 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0034 |
0.3% |
13% |
False |
True |
16,817 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0032 |
0.2% |
13% |
False |
True |
8,700 |
| 40 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0027 |
0.2% |
9% |
False |
True |
4,490 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0027 |
0.2% |
9% |
False |
True |
3,072 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0022 |
0.2% |
31% |
False |
False |
2,328 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.4% |
0.0019 |
0.1% |
46% |
False |
False |
1,863 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.5% |
0.0016 |
0.1% |
46% |
False |
False |
1,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3534 |
|
2.618 |
1.3465 |
|
1.618 |
1.3423 |
|
1.000 |
1.3397 |
|
0.618 |
1.3381 |
|
HIGH |
1.3355 |
|
0.618 |
1.3339 |
|
0.500 |
1.3334 |
|
0.382 |
1.3329 |
|
LOW |
1.3313 |
|
0.618 |
1.3287 |
|
1.000 |
1.3271 |
|
1.618 |
1.3245 |
|
2.618 |
1.3203 |
|
4.250 |
1.3135 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3345 |
1.3359 |
| PP |
1.3339 |
1.3356 |
| S1 |
1.3334 |
1.3353 |
|